Shifting Domain Away From WordPress Registrar

We started ndevrenvironmentalconsulting.com as a paid wordpress site, hosted by wordpress, however we have now decided to host the site ourselves as part of our existing website.

How do I either
a) redirect the DNS for ndevrenvironmentconsulting.com so that it points to http://www.ndevr.com.au/ndevrenvironmentalblog/ as a cloaked redirect?
Or
b) How do I transfer the domain away from WordPress’ control and move it to a preferred registrar that can provide me with full DNS management and support?
Despite paying a premium for the domain name, I have not been provided with any domain password or registry key.